I watched closely when starting up the car this morning - no check engine lamp is lit when the ignition is turned on, during the cluster start-up cycle.
It DOES work, as it lights up during the cluster check.
A quick way to check it's operation would be to pull the vacuum line from the EGR (and plug it). Within a drive cycle or two you should see the check engine light come up. You will also have an EGR code in the DDE fault memory.
I'd try this myself, purely for research, but it's virtually snowing outside, so no....
My 2005 3.0d has very little in the way of emissions gear, no swirls flaps, no DPF, only an un-monitored cat.... came like from the factory.... so I'm guessing different emission levels require different DDE/IKE firmware, which present minor differences in operation.